DarioHealth Corp Backtesting

DarioHealth Corp -- USA Stock  

USD 2.18  0.11  5.31%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of DarioHealth Corp and determine expected loss or profit from investing in DarioHealth Corp over given investment horizon. Additionally see DarioHealth Corp Hype Analysis, DarioHealth Corp Correlation, DarioHealth Corp Valuation, DarioHealth Corp Volatility as well as analyze DarioHealth Corp Alpha and Beta and DarioHealth Corp Performance
Investment Horizon     30 Days    Login   to change

DarioHealth Corp 'What if' Analysis

September 21, 2017
No Change 0.00  0.0%
In 31 days
October 21, 2017
If you would invest  0.00  in DarioHealth Corp on September 21, 2017 and sell it all today you would earn a total of 0.00 from holding DarioHealth Corp or generate 0.0% return on investment in DarioHealth Corp over 30 days. DarioHealth Corp is related to or competes with Edwards Lifesciences, Digirad, and . Its flagship product is Dario Smart Diabetes Management Solution a mobile realtime cloudbased diabetes management soluti...

DarioHealth Corp Upside/Downside Indicators


DarioHealth Corp Market Premium Indicators

DarioHealth Corp lagged returns against current returns

 Current and Lagged Values 

DarioHealth Corp regressed lagged prices vs. current prices

 Current vs Lagged Prices 

DarioHealth Corp Backtested Returns

Macroaxis considers DarioHealth Corp extremely risky given 1 month investment horizon. DarioHealth Corp secures Sharpe Ratio (or Efficiency) of 0.167 which denotes DarioHealth Corp had 0.167% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By reviewing DarioHealth Corp technical indicators you can presently evaluate if the expected return of 0.9301% is justified by implied risk. Please utilize DarioHealth Corp Coefficient Of Variation of 598.77, Mean Deviation of 3.37 and Downside Deviation of 3.92 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 DarioHealth Corp holds performance score of 11. The firm shows Beta (market volatility) of -5.2052 which denotes to the fact that as returns on market increase, returns on owning DarioHealth Corp are expected to decrease by larger amounts. On the other hand, during market turmoil, DarioHealth Corp is expected to significantly outperform it.. Although it is vital to follow to DarioHealth Corp historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patternss. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-one technical indicators for DarioHealth Corp which you can use to evaluate performance of the firm. Please utilizes DarioHealth Corp Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to make a quick decision on weather DarioHealth Corp price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.02) 

Very weak reverse predictability

DarioHealth Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between DarioHealth Corp time series from September 21, 2017 to October 6, 2017 and October 6, 2017 to October 21, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DarioHealth Corp price movement. The serial correlation of -0.02 indicates that only 2.0% of current DarioHealth Corp price fluctuation can be explain by its past prices. Given that DarioHealth Corp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of DarioHealth Corp for similar time interval.
Correlation Coefficient -0.02
Spearman Rank Test 0.33
Price Variance 0.01
Average Price 1.93

DarioHealth Corp Lagged Returns

 Regressed Prices 

DarioHealth Corp Performance vs DOW

The median price of DarioHealth Corp for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 1.85 with a coefficient of variation of 5.3. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 1.88, and mean deviation of 0.07. The Stock received some media coverage during the period.
Price Growth (%)  
DarioHealth Corp. Has Wide Low-High Trading Range Today Up b...10/20/2017